+133.4%
AKAM vs FN
+3,620.5%
-3,487.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.1% | -4.3% | -1.8% |
| 7D | -2.1% | -1.7% | -0.4% | -1.8% |
| 30D | -13.9% | -22.0% | +8.0% | -10.4% |
| 3M | -33.8% | -43.0% | +9.2% | -27.6% |
| 6M | +2.2% | -27.7% | +29.9% | +5.4% |
| YTD | +20.6% | -10.5% | +31.1% | +18.6% |
| 1Y | +36.3% | +12.5% | +23.8% | +27.0% |
| 3Y | -0.1% | +153.8% | -153.9% | -25.2% |
| 5Y | -7.5% | +288.0% | -295.5% | -38.5% |
| 10Y | +90.2% | +906.4% | -816.3% | -1.4% |
| All | +133.4% | +3,620.5% | -3,487.2% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling